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Book Cover
Author Fletcher, S. (Shayne)

Title Financial modelling in Python / S. Fletcher and C. Gardner
Published Chichester, West Sussex : John Wiley and Sons, 2009
Online access available from:
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Description 1 online resource (viii, 236 pages) : illustrations
Contents Financial Modelling in Python; Contents; 1 Welcome to Python; 2 The PPF Package; 3 Extending Python from C++; 4 Basic Mathematical Tools; 5 Market: Curves and Surfaces; 6 Data Model; 7 Timeline: Events and Controller; 8 The Hull-White Model; 9 Pricing using Numerical Methods; 10 Pricing Financial Structures in Hull-White; 11 Hybrid Python/C++ Pricing Systems; 12 Python Excel Integration; Appendices; Bibliography; Index
Summary "This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided"--Resource description page
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Finance -- Mathematical models -- Computer programs
Python (Computer program language)
Finance -- Mathematical models -- Computer programs.
Finance -- Mathematical models -- Computer programs.
Mathematisches Modell
Python (Computer program language)
Python (Computer program language)
Python 2.0
Form Electronic book
Author Gardner, Christopher.
ISBN 047068500X